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You invest in a risky asset with an expected return of 15% and a standard deviation of 20% and a t bill with risk free
You invest in a risky asset with an expected return of 15% and a standard deviation of 20% and a t bill with risk free rate of 1%. What % would you allocate to the risky asset if you want a expected return of 14%?
A.93%
B. 80%
C. 86%
D. 90%
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